-98.7%
AMC vs RIO
+392.9%
-491.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +7.1% |
| 7D | +6.6% | +4.4% | +2.2% | +5.1% |
| 30D | +14.1% | -8.9% | +22.9% | +18.2% |
| 3M | +31.3% | -12.7% | +43.9% | +38.2% |
| 6M | +126.7% | -16.2% | +142.9% | +142.7% |
| YTD | +117.9% | +13.4% | +104.5% | +107.1% |
| 1Y | +41.1% | +30.9% | +10.2% | +26.8% |
| 3Y | -61.0% | +60.2% | -121.1% | -68.3% |
| 5Y | -99.1% | +98.9% | -198.1% | -99.4% |
| 10Y | -98.7% | +381.4% | -480.1% | -99.3% |
| All | -98.7% | +392.9% | -491.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling